26 citations · 36 across the 9 of their papers we have counts for
9 papers
Universal -approximation using median digital-net algorithms
Ziyang Ye, Xiaoqun Wang, Zexin Pan
We propose a median digital-net algorithm for -approximation of non-periodic functions over , inspired by the recently developed median lattice algorithms for the per…
Altermagnetic Ground State in Distorted Kagome Metal CsCrSb
Chenchao Xu, Siqi Wu, Guo-Xiang Zhi +5
The CsCrSb exhibits superconductivity in close proximity to a density-wave (DW) like ground state at ambient pressure\cite{Liu:2024aa}, however details of the DW is still e…
Convergence analysis of a quasi-Monte Carlo-based deep learning algorithm for solving partial differential equations
Fengjiang Fu, Xiaoqun Wang
Deep learning methods have achieved great success in solving partial differential equations (PDEs), where the loss is often defined as an integral. The accuracy and efficiency of t…
On the error rate of importance sampling with randomized quasi-Monte Carlo
Zhijian He, Zhan Zheng, Xiaoqun Wang
Importance sampling (IS) is valuable in reducing the variance of Monte Carlo sampling for many areas, including finance, rare event simulation, and Bayesian inference. It is natura…
Unbiased MLMC-based variational Bayes for likelihood-free inference
Zhijian He, Zhenghang Xu, Xiaoqun Wang
Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applicatio…
Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks
Chao Yu, Xiaoqun Wang
Although many methods for computing the Greeks of discrete-time Asian options are proposed, few methods to calculate the Greeks of continuous-time Asian options are known. In this…
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation
Zhenghang Xu, Zhijian He, Xiaoqun Wang
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditi…
An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering
Zhijian He, Xiaoqun Wang
Quasi-Monte Carlo (QMC) method is a useful numerical tool for pricing and hedging of complex financial derivatives. These problems are usually of high dimensionality and discontinu…
Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall
Zhijian He, Xiaoqun Wang
Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-…